Variance Reduction for Particle Filters of Systems With Time Scale Separation

DOI10.1109/TSP.2008.2008252zbMath1391.94222arXiv0705.2262MaRDI QIDQ4571539

Jonathan Weare, Panagiotis Stinis, Dror Givon

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.2262

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Numerical fitting‐based likelihood calculation to speed up the particle filter ⋮ Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes

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